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Generative Ornstein-Uhlenbeck Markets via Geometric Deep Learning
Preprints
Overview
Research
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Overview
authors
Kratsios, Anastasis
Hyndman, Cody
publication date
February 17, 2023
Research
keywords
68T07, 62M45, 91G60, 91G20
cs.LG
cs.NE
q-fin.CP
Identity
Digital Object Identifier (DOI)
10.48550/arxiv.2302.09176